E-mini S&P 500 Future March 2014


Trading Metrics calculated at close of trading on 30-Dec-2013
Day Change Summary
Previous Current
27-Dec-2013 30-Dec-2013 Change Change % Previous Week
Open 1,836.50 1,836.00 -0.50 0.0% 1,817.00
High 1,840.00 1,838.50 -1.50 -0.1% 1,840.00
Low 1,833.25 1,833.50 0.25 0.0% 1,816.75
Close 1,836.50 1,834.75 -1.75 -0.1% 1,836.50
Range 6.75 5.00 -1.75 -25.9% 23.25
ATR 15.01 14.30 -0.72 -4.8% 0.00
Volume 622,702 581,577 -41,125 -6.6% 2,113,200
Daily Pivots for day following 30-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,850.50 1,847.75 1,837.50
R3 1,845.50 1,842.75 1,836.00
R2 1,840.50 1,840.50 1,835.75
R1 1,837.75 1,837.75 1,835.25 1,836.50
PP 1,835.50 1,835.50 1,835.50 1,835.00
S1 1,832.75 1,832.75 1,834.25 1,831.50
S2 1,830.50 1,830.50 1,833.75
S3 1,825.50 1,827.75 1,833.50
S4 1,820.50 1,822.75 1,832.00
Weekly Pivots for week ending 27-Dec-2013
Classic Woodie Camarilla DeMark
R4 1,900.75 1,892.00 1,849.25
R3 1,877.50 1,868.75 1,843.00
R2 1,854.25 1,854.25 1,840.75
R1 1,845.50 1,845.50 1,838.75 1,850.00
PP 1,831.00 1,831.00 1,831.00 1,833.25
S1 1,822.25 1,822.25 1,834.25 1,826.50
S2 1,807.75 1,807.75 1,832.25
S3 1,784.50 1,799.00 1,830.00
S4 1,761.25 1,775.75 1,823.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1,840.00 1,816.75 23.25 1.3% 7.25 0.4% 77% False False 538,955
10 1,840.00 1,754.00 86.00 4.7% 15.50 0.8% 94% False False 1,188,924
20 1,840.00 1,754.00 86.00 4.7% 15.25 0.8% 94% False False 750,292
40 1,840.00 1,729.50 110.50 6.0% 15.00 0.8% 95% False False 378,795
60 1,840.00 1,633.50 206.50 11.3% 16.00 0.9% 97% False False 254,282
80 1,840.00 1,626.50 213.50 11.6% 15.75 0.9% 98% False False 191,269
100 1,840.00 1,613.00 227.00 12.4% 15.25 0.8% 98% False False 153,028
120 1,840.00 1,613.00 227.00 12.4% 14.25 0.8% 98% False False 127,531
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.13
Narrowest range in 80 trading days
Fibonacci Retracements and Extensions
4.250 1,859.75
2.618 1,851.50
1.618 1,846.50
1.000 1,843.50
0.618 1,841.50
HIGH 1,838.50
0.618 1,836.50
0.500 1,836.00
0.382 1,835.50
LOW 1,833.50
0.618 1,830.50
1.000 1,828.50
1.618 1,825.50
2.618 1,820.50
4.250 1,812.25
Fisher Pivots for day following 30-Dec-2013
Pivot 1 day 3 day
R1 1,836.00 1,835.00
PP 1,835.50 1,834.75
S1 1,835.25 1,834.75

These figures are updated between 7pm and 10pm EST after a trading day.

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